相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。Oracle-Based Robust Optimization via Online Learning
Aharon Ben-Tal et al.
OPERATIONS RESEARCH (2015)
Distributionally Robust Convex Optimization
Wolfram Wiesemann et al.
OPERATIONS RESEARCH (2014)
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
Aharon Ben-Tal et al.
MANAGEMENT SCIENCE (2013)
Robust Stochastic Lot-Sizing by Means of Histograms
Diego Klabjan et al.
PRODUCTION AND OPERATIONS MANAGEMENT (2013)
RANDOM CONVEX PROGRAMS WITH L1-REGULARIZATION: SPARSITY AND GENERALIZATION
M. C. Campi et al.
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2013)
Tractable stochastic analysis in high dimensions via robust optimization
Chaithanya Bandi et al.
MATHEMATICAL PROGRAMMING (2012)
Robust Assortment Optimization in Revenue Management Under the Multinomial Logit Choice Model
Paat Rusmevichientong et al.
OPERATIONS RESEARCH (2012)
Performance Analysis of Queueing Networks via Robust Optimization
Dimitris Bertsimas et al.
OPERATIONS RESEARCH (2011)
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
Wenqing Chen et al.
OPERATIONS RESEARCH (2010)
Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
Erick Delage et al.
OPERATIONS RESEARCH (2010)
Constructing Uncertainty Sets for Robust Linear Optimization
Dimitris Bertsimas et al.
OPERATIONS RESEARCH (2009)
Cutting-set methods for robust convex optimization with pessimizing oracles
Almir Mutapcic et al.
OPTIMIZATION METHODS & SOFTWARE (2009)
Incorporating asymmetric distributional information in robust value-at-risk optimization
Karthik Natarajan et al.
MANAGEMENT SCIENCE (2008)
THE EXACT FEASIBILITY OF RANDOMIZED SOLUTIONS OF UNCERTAIN CONVEX PROGRAMS
M. C. Campi et al.
SIAM JOURNAL ON OPTIMIZATION (2008)
A robust optmization perspective on stochastic programming
Xin Chen et al.
OPERATIONS RESEARCH (2007)
Goodness-of-fit tests via phi-divergences
Leah Jager et al.
ANNALS OF STATISTICS (2007)
On distributionally robust chance-constrained linear programs
G. C. Calafiore et al.
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2006)
Convex approximations of chance constrained programs
Arkadi Nemirovski et al.
SIAM JOURNAL ON OPTIMIZATION (2006)
Using copulae to bound the Value-at-Risk for functions of dependent risks
P Embrechts et al.
FINANCE AND STOCHASTICS (2003)
Robust portfolio selection problems
D Goldfarb et al.
MATHEMATICS OF OPERATIONS RESEARCH (2003)
On the coherence of expected shortfall
C Acerbi et al.
JOURNAL OF BANKING & FINANCE (2002)
Robust solutions of Linear Programming problems contaminated with uncertain data
A Ben-Tal et al.
MATHEMATICAL PROGRAMMING (2000)